README.md (1629B)
1 # speedy-slice 2 3 [](http://travis-ci.org/jtobin/speedy-slice) 4 [](http://hackage.haskell.org/package/speedy-slice) 5 [](https://github.com/jtobin/speedy-slice/blob/master/LICENSE) 6 7 Speedy slice sampling, as per [Neal, 2003](http://people.ee.duke.edu/~lcarin/slice.pdf). 8 9 This implementation of the slice sampling algorithm uses `lens` as a means to 10 operate over generic indexed traversable functors, so you can expect it to 11 work if your target function takes a list, vector, map, sequence, etc. as its 12 argument. 13 14 Additionally you can sample over anything that's an instance of both `Num` and 15 `Variate`, which is useful in the case of discrete parameters. 16 17 Exports a `mcmc` function that prints a trace to stdout, a `chain` function for 18 working with results in memory, and a `slice` transition operator that can be 19 used more generally. 20 21 import Numeric.MCMC.Slice 22 import Data.Sequence (Seq, index, fromList) 23 24 bnn :: Seq Double -> Double 25 bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where 26 x0 = index xs 0 27 x1 = index xs 1 28 29 main :: IO () 30 main = withSystemRandom . asGenIO $ mcmc 10000 1 (fromList [0, 0]) bnn 31 32  33 34 *speedy-slice* is a member of the [declarative][decl] suite of libraries, 35 containing a bunch of MCMC algorithms that play nicely together. 36 37 [decl]: https://github.com/jtobin/declarative